+6.2%
Z vs VYM
+241.4%
-235.1%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.7% | +0.6% |
| 7D | -13.1% | -0.2% | -12.9% | -12.6% |
| 30D | +5.9% | +3.6% | +2.2% | +2.2% |
| 3M | -13.7% | -0.1% | -13.5% | -12.9% |
| 6M | -27.1% | +7.1% | -34.3% | -32.2% |
| YTD | -56.8% | +17.0% | -73.8% | -63.8% |
| 1Y | -60.2% | +19.0% | -79.2% | -67.2% |
| 3Y | -19.7% | +74.4% | -94.1% | -56.2% |
| 5Y | -53.7% | +72.7% | -126.4% | -73.8% |
| 10Y | -16.9% | +206.6% | -223.5% | -73.7% |
| All | +6.2% | +241.4% | -235.1% | -69.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VYM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling